Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data

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dc.contributor.authorŠimková Terezacs
dc.date.accessioned2022-01-29T18:16:19Z
dc.date.available08-57-2021en
dc.date.available2022-01-29T18:16:19Z
dc.date.issued2021-01-01cs
dc.format.extent28cs
dc.identifier.doi10.1080/02664763.2020.1757046
dc.identifier.issn0266-4763cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/161778
dc.language.isoengcs
dc.publisherTaylor &amp Franciscs
dc.publisher.cityLondoncs
dc.relation.ispartofJournal of Applied Statisticsen
dc.relation.urihttps://www.tandfonline.com/doi/abs/10.1080/02664763.2020.1757046cs
dc.subjectL-momentscs
dc.subjectparameter and quantile estimationcs
dc.subjectconfidence intervalcs
dc.subjectgeneralized Pareto distributioncs
dc.subjectgeneralized extreme-value distributioncs
dc.titleConfidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices dataen
dc.titleConfidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices datacs
local.identifier.publikace8475
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